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Univ.- Prof. Dr. Antje Mahayni

Lehrstuhlinhaberin

Univ.- Prof. Dr. Antje Mahayni

Adresse:
Lehrstuhl für Versicherungsbetriebslehre und Risikomanagement
Mercator School of Management
Universität Duisburg-Essen
Lotharstr. 65
47057 Duisburg
Raum:
LB 347
E-Mail:
Sprechstunde:
Nach Vereinbarung. Eine vorherige Anmeldung per Email (ls.insurance@uni-due.de) ist erforderlich.

Lebenslauf:

Wissenschaftlicher Werdegang

02/1996

Diplom-Volkswirtin, Rheinische Friedrich-Wilhelms-Universität Bonn

11/2001

Promotion zum Dr. rer. pol.,

Rheinische Friedrich-Wilhelms-Universität Bonn

Thema: "Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen"

12/2006

Habilitation

Rheinische Friedrich-Wilhelms-Universität Bonn

Thema: "The Risk Management of Embedded Options and Return Guarantees"

Venia legendi in BWL

10/2006-06/2007

Professurvertretung für Versicherungsbetriebslehre
und Risikomanagement
Mercator School of Management, Universität Duisburg-Essen

seit 07/2007

Inhaberin des Lehrstuhls
Versicherungsbetriebslehre und Risikomanagement
Mercator School of Management, Universität Duisburg-Essen

Publikationen:

Publikationsliste herunterladen

  • Branger; N.; Chen; A.; Gatzert; N.; Mahayni; A. : Optimal Investment under Linear Sharing Rules (Working Paper; 2018).
  • Branger; N.; Mahayni; A.; Sende; C.: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence (Working Paper; 2018).
  • Balter; A.; Mahayni; A.; Schweizer; N.: Time-consistency of Optimal Investment under Smooth Ambiguity (Working Paper; 2018).
  • Mahayni; A.; Muck; M.: The Benefit of Life Insurance Contracts with Capped Index Participations when Stock Prices are Subject to Jump Risk. In: Review of Derivatives Research , Jg. 20 (2017) Nr. 3, S. 281-308.
  • Antje Mahayni; Oliver Lubos; Sascha Offermann: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees (Working Paper; 2018).
  • Branger; N.; Mahayni; A.; Schweizer; N.; Sende; C.: Optimal Saving and Insurance under Generalized Mean-Variance Preferences (Working Paper; 2017).
  • Antje Mahayni; Oliver Lubos; Katharina Stein: Natural hedging with fix and floating strike guarantees (Working Paper; 2017).
  • Antje Mahayni, Judith C. Schneider: Minimum Return Guarantees, Investment Caps, and Investment Flexibility. In: Review of Derivatives Research, Jg. 19 (2016), S. 85-111.
  • Nicole Branger; Antje Mahayni; Daniel Zieling: Robustness of stable volatility strategies. In: Journal of Economic Dynamics & Control, Jg. 60 (2015), S. 134-151.
  • Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participation when Stock Prices are Subject to Jump Risk, 2015.
  • Daniel Zieling; Antje Mahayni; Sven Balder: Performance evaluation of optimized portfolio insurance strategies. In: Journal of Banking and Finance, Jg. 43 (2014), S. 212-225.
  • Sven Balder; Wolf C. Gramatke; Antje Mahayni: Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung - Über den separaten Ausweis von Margen- und Kursschäden. In: Zeitschrift für betriebswirtschaftliche Forschung, Jg. 66 (2014), S. 3-36.
  • Rüdiger Kiesel, Antje Mahayni: Optimality and robustness of "rule-based" trigger strategies, 2014.
  • Mahayni, A.; Schweizer, N.: Optimal investment in a multi asset diffusion model with drift uncertainty, 2014.
  • Antje Mahayni, Daniel Steuten: Deferred Annuities - On the Combined Effect of Stochastic Mortality and Interest Rates. In: Review of Managerial Science, Jg. 7 (2013) Nr. 1, S. 1-28.
  • Sven Balder; Antje Mahayni; John G. M. Schoenmakers: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps. In: Quantitative Finance, Jg. 13 (2013) Nr. 7, S. 1003-1013.
  • Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?. In: Journal of Banking and Finance, Jg. 36 (2012), S. 2417-2428.
  • Sven Balder; Ruben Feldman; Antje Mahayni: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, 2012.
  • Nicole Branger, Antje Mahayni: Tractable Hedging with Additional Instruments. In: Review of Derivatives Research , Jg. 14 (2011) Nr. 1, S. 85-114.
  • Nicole Branger; Antje Mahayni; Judith C. Schneider: Pricing and Upper Price Bounds of Relax Certificates. In: Review of Managerial Science, Jg. 5 (2011), S. 309-336.
  • Antje Mahayni, John G. M. Schoenmakers: Minimum Return Guarantees with Fund Switching Rights - An Optimal Stopping Problem. In: Journal of Economic Dynamics and Control, Jg. 11 (2011), S. 1880-1897.
  • Antje Mahayni, Stefan Kaltepoth: Best Garant Certificates - Is best entry really better?, 2011.
  • Sven Balder, Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, Universität Duisburg-Essen (Hrsg.), 2010.
  • Sven Balder, Antje Mahayni: How good are portfolio insurance strategies. In: Kiesel; R. und Zagst; R. (Hrsg.): Alternative Investments and Strategies. World Scientific, 2010, S. 229-256.
  • Nicole Branger; Antje Mahayni; Judith C. Schneider: On the Optimal Design of Insurance Contracts with Guarantees. In: Insurance:Mathematics and Economics , Jg. 4 (2010), S. 485-492.
  • Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?, Universität Duisburg-Essen (Hrsg.), 2010.
  • Sven Balder; Michael Brandl; Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading. In: Journal of Economic Dynamics and Control , Jg. 33 (2009), S. 204-220.
  • Antje Mahayni, Klaus Sandmann: Return Guarantees with Delayed Payment. In: German Economic Review , Jg. 9 (2008), S. 207-231.
  • An Chen, Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk. In: Asia - Pacific Journal of Risk and Insurance , Jg. 2 (2008), S. 47-74.
  • Antje Mahayni, Erik Schlögl: The Risk Management of Minimum Return Guarantees. In: Business Research , Jg. 1 (2008), S. 55-76.
  • N. Branger; H. Kraft; A. Mahayni; C. Schlag: Reconciling Smiles for Index and Stock Options, 2008.
  • An Chen; Antje Mahayni: Variance Minimal Hedging under Model Risk-A Discrete-Time Approach, 2008.
  • Antje Mahayni, Daniel Steuten: Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk, 2007.
  • Sven Balder, Antje Mahayni: Robust Hedging with Short-Term Options. In: Wilmott Magazine, Jg. 9 (2006).
  • Nicole Branger, Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies. In: Journal of Economic Dynamics & Control (2006) Nr. 30, S. 1937-1962.
  • Antje Mahayni; Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten. In: Zeitschrift für Betriebswirtschaftslehre, Jg. 4 (2006), S. 347-372.
  • Antje Mahayni: The Risk Management of Embedded Options and Return Guarantees. Rheinische Friedrich-Wilhelms-Universität, Bonn 2006.
  • Sven Balder, Antje Mahayni: Superhedging with Short-Term Options und Model Risk, 2006.
  • Antje Mahayni, Klaus Sandmann: Asset Liability Management fondsgebundener Versicherungsverträge, 2005.
  • Antje Mahayni: Effectiveness of Hedging Strategies under Model Misspecifications and Trading Restrictions. In: International Journal of Theoretical and Applied Finance, Jg. 6 (2003), S. 521-552.
  • Antje Mahayni: How to Avoid a Hedging Bias. In: Willmott Magazine (2003).
  • Antje Mahayni, Lutz Schlögl: An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds, Bonn Econ Discussion Paper , Bonn 2002.
  • Antje Mahayni: Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen (1). Rheinische Friedrich-Wilhelms-Universität, Bonn 2001.
  • Antje Mahayni; Erik Schlögl; Lutz Schlögl: Robustness of Gaussian Hedges und the Hedging of Fixed Income Derivatives, 1999.
  • Antje Mahayni; Sascha Offermann; Katharina Stein: Participating Life Insurance Contracts with Periodic Premium Payments (Working Paper 2018).

Vorträge:

  • Antje Mahayni, Sascha Offermann (Vortragender), Katharina Stein : Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 59th Annual Meeting of the Southern Finance Association (SFA), 23.11.2019, Orlando.
  • Antje Mahayni, Sascha Offermann, Katharina Stein (Vortragende): Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 26th Annual Meeting of the German Finance Association, 27.09.2019, Essen.
  • Antje Mahayni, Sascha Offermann (Vortragender), Katharina Stein: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 2nd Vienna Congress on Mathematical Finance (VCMF), 10.09.2019, Wien.
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees, 2nd Vienna Concress on Mathematical Finance (VCMF), 09.09.2019, Wien.
  • Antje Mahayni, Sascha Offermann, Katharina Stein (Vortragende): Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, American Risk and Insurance Association Annual Meeting 2019, 07.08.2019, San Francisco.
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, American Risk and Insurance Association Annual Meeting 2019, 05.08.2019, San Francisco.
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, 23rd International Congress on Insurance: Mathematics and Economics, 12.07.2019, München.
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein : Natural hedging with fix and floating strike guarantees, 23rd International Congress on Insurance: Mathematics and Economics, 11.07.2019, München.
  • Antje Mahayni, Sascha Offermann (Vortragender), Katharina Stein: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 23rd International Congress on Insurance: Mathematics and Economics, 10.07.2019, München.
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting, 30.03.2019, Berlin.
  • Antje Mahayni, Oliver Lubos, Katharina Stein (Vortragende): Natural hedging with fix and floating strike guarantees, Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting, 28.03.2019, Berlin.
  • Antje Mahayni, Sascha Offermann, Katharina Stein (Vortragende): Participating Life Insurance Contracts with Periodic Premium Payments , 2nd Frankfurt Insurance Research Workshop, 30.11.2018, Frankfurt.
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, 2nd Frankfurt Insurance Research Workshop 2018, 30.11.2018, Frankfurt.
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees , 25th Annual Meeting of the German Finance Association, 21.09.2018, Trier.
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, 25th Annual Meeting of the German Finance Association, 21.09.2018, Trier.
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, American Risk and Insurance Association Annual Meeting 2018, 07.08.2018, Chicago.
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees, American Risk and Insurance Association Annual Meeting, 07.08.2018, Chicago.
  • Antje Mahayni, Oliver Lubos, Katharina Stein (Vortragende): Natural hedging with fix and floating strike guarantees, 10th World Congress of the Bachelier Finance Society, 18.07.2018, Dublin.
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, 10th World Congress of the Bachelier Finance Society, 16.07.2018, Dublin.
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, 10th World Congress of the Bachelier Finance Society, 16.07.2018, Dublin.
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees, 21th Annual Conference of the Swiss Society for Financial Market Research, 06.04.2018, Zürich.
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, Frankfurt Insurance Research Workshop 2017, 07.12.2017, Goethe-University Frankfurt.
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, Frankfurt Insurance Research Workshop 2017, 07.12.2017, Goethe-University Frankfurt.
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees , 1st Frankfurt Insurance Research Workshop, 07.12.2017, Frankfurt.
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, 24th Annual Meeting of the German Finance Association, 06.10.2017, Ulm.
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, 24th Annual Meeting of the German Finance Association, 06.10.2017, Ulm.
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, 20th Annual Conference of the Swiss Society for Financial Market Research, 31.03.2017, Zürich.
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, 20th Annual Conference of the Swiss Society for Financial Market Research, 31.03.2017, Zürich.
  • Kiesel R., Mahayni A.: Optimality and robustness of "rule-based" trigger strategies, Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, 01.01.2017, Brussels.
  • Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participation, Conference of the Swiss Society for Financial Market Research, 08.04.2016, Zürich.
  • Branger, N.; Mahayni, A.; Zieling, D.: Robustness of stable volatility strategies, 21th Annual Meeting of the German Finance Association, 01.01.2015, Leipzig.
  • Kiesel, R.; Mahayni, A. : Optimality and robustness of "rule-based" trigger strategies under transaction costs, Conference of the Swiss Society for Financial Market Research, 01.01.2015, Zürich.
  • D. Zieling, A. Mahayni, S. Balder: Performance evaluation of optimized portfolio insurance strategies, Conference of the Swiss Society for Financial Market Research, 01.01.2014, Zürich.
  • Kiesel, R.; Mahayni, A.: Optimality and robustness of "rule-based" trigger strategies under transaction costs, 8th World Congress of the Bachelier Finance Society, 01.01.2014, Brussels.
  • Mahayni, A., Schneider, J.C.: Minimum Return Guarantees - Information Asymmetries and Optimal Product Design, Conference of the Swiss Society for Financial Market Research, 01.01.2013, Zürich.
  • S. Balder, R. Feldman, A. Mahayni: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, Conference of the Swiss Society for Financial Market Research, 01.01.2013, Zürich.
  • D. Zieling, A. Mahayni, S. Balder: Performance evaluation of optimized portfolio insurance strategies, 20th Annual Meeting of the German Finance Association, 01.01.2013, Wuppertal.
  • Sven Balder, Antje Mahayni, John G. M. Schoenmakers: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps, Conference of the Swiss Society for Financial Market Research, 01.01.2012, Zürich.
  • Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem, 14th Conference of the Swiss Society for Financial Market Research, 01.01.2011, Zurich.
  • Mahayni, A., Schneider, J.C.: Variable Annuities and the Option to seek Risk: Why should you diversify?, 14th Conference of the Swiss Society for Financial Market Research, 01.01.2011, Zurich.
  • Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem, Deutsche Gesellschaft für Finanzwirtschaft, 01.01.2011, .
  • Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?, Symposium on Finance, Banking and Insurance, 01.01.2011, Karlsruhe.
  • Branger, N., Mahayni, A., Schneider, J.C.: On the Optimal Design of Insurance Contracts with Guarantees, Campus for Finance, 01.01.2010, Vallendar.
  • Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem, Workshop on Advanced Mathematical Methods in Finance, 01.01.2010, Berlin.
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, Campus for Finance , 01.01.2009, Vallendar.
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 12th Conference of the Swiss Society for Financial Market Research, 01.01.2009, Geneva.
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, 12th Conference of the Swiss Society of Financial Research , 01.01.2009, Geneva.
  • Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies, AFIR/Life Colloqium, 01.01.2009, München.
  • Antje Mahayni, Daniel Steuten (Vortragender): Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk, Cologne Workshop on Actuarial Mathematics, 01.01.2008, Köln.
  • An Chen, Antje Mahayni (Votragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, Him Workshop on Finance, Stochastics and Insurance, 01.01.2008, Bonn.
  • Sven Balder, Michael Brandl, Antje Mahayni (Vortragende): Effectiveness of CPPI Strategies under Discrete-Time Trading, Frankfurt MathFinance Conference, 01.01.2008, Frankfurt.
  • An Chen, Antje Mahayni (Vortragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, Conference of the Swiss Society for Financial Market Research , 01.01.2008, Zürich.
  • An Chen (Vortragende), Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk, Fifth World Congress Bachelier Finance Society, 01.01.2008, London.
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2008, Münster.
  • N. Branger (Vortragende), H. Kraft, A. Mahayni, C. Schlag: Reconciling Smiles for Index and Stock Options, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2008, Münster.
  • N. Branger, H. Kraft, A. Mahayni (Votragende), C. Schlag: Reconciling Smiles for Index and Stock Options , International Conference on Price, Liquidity, and Credit Risk, 01.01.2008, Konstanz.
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, 11th Symposium on Finance, Banking and Insurance, 01.01.2008, Karlsruhe.
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 11th Symposium on Finance, Banking and Insurance, 01.01.2008, Karlsruhe.
  • Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading, Campus for Finance, 01.01.2007, Vallendar.
  • An Chen (Votragende), Antje Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk, 5th Actuarial and Financial Mathematics Day, 01.01.2007, Brüssel.
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments, Verein für Socialpolitik Jahrestagung, 01.01.2007, München.
  • Sven Balder, Michael Brandl, Antje Mahayni (Vortragender): Effectiveness of CPPI Strategies under Discrete-Time Trading, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2007, Dresden.
  • An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, International AFIR Colloqium, 01.01.2007, Stockholm, Schweden.
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments, Conference of the Swiss Society for Financial Market Research, 01.01.2007, Zürich.
  • An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, Actuarial and Financial Mathematics Day, 01.01.2007, Brüssel.
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging with Additional Instruments, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2006, Oestrich Winkel.
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe.
  • Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe.
  • Antje Mahayni, Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo Zertifikaten, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe.
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2005, Augsburg.
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment, Verein für Sozialpolitik Jahrestagung, 01.01.2005, Bonn.
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, Campus for Finance , 01.01.2005, Vallendar.
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Rubust Hedging Strategies, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2004, Tübingen.
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Rubust Hedging Strategies, European Finance Association, 01.01.2004, Maastricht.
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, Third World Congress Bachelier Finance Society, 01.01.2004, Chicago.
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, European Financial Management Association, 01.01.2004, Basel.
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, Financial Management Association European Meeting, 01.01.2004, Zürich.
  • Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Minimum Return Guarantees, Quantitative Methods in Finance, 01.01.2003, Sydney.
  • Antje Mahayni (Vortragende), Erik Schlögl: The Riskmanagement of Minimum Return Guarantees, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2003, Mainz.
  • Antje Mahayni, Erik Schlögl (Vortragender): The Riskmanagement of Minimum Return Guarantees, 11th Australian Colloqium of Superannuation Researchers, 01.01.2003, Sydney.
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Robust Hedging Strategies, 29th AFFI International Conference, 01.01.2003, Lyon.
  • Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Power Options Embedded in Life-Insurance Contracts, 29th AFFI International Conference, 01.01.2003, Lyon.
  • Antje Mahayni (Vortragende), Erik Schlögl: The Risk Management of Power Options Embedded in Life-Insurance Contracts, International Symposium on Finance and Insurance, 01.01.2003, Bergen.
  • Antje Mahayni (Vortragende): Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions, European Finance Association, 01.01.2002, Berlin.
  • Antje Mahayni (Vortragende): Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions, Deutsche Gesellschaft für Finanzwissenschaft Jahrestagung, 01.01.2002, Köln.